I've never used the citrus sprays. A lot of the adds say they're "100% natural, therefore its safe!" That is an erroneous statement all around. It may be 100% natural, and it may be 100% safe, but the fact that it is natural certainly doesn't mean that it is safe.
Compare to almond flavor: Artificial almond flavor is made in a lab so it contains only the desired benzaldehyde chemical and nothing else. "Natural" almond flavor is usually extracted from peach pits and contains, in addition to the almond-like flavor, a chemical that breaks down to form cyanide during digestion. The levels are low, so it is not quite as horrible as it sounds, but artificial almond flavor is much safer for people than "natural" almond flavor.
Anyhow, my "natural = safe" fallacy pet peeve aside those citrus sprays may be good. But I'd check with a vet before using them. One of these products says on its label that it is a skin irritant and gives directions for treating if you get it on your skin... so I would definitely not spray it around a bird, but much like febreeze, if the bird isn't in the room at the time the citrus spray looks like a good choice.